Premium Only Content
Program 87 | Recurring volume profile (with end-of-bar real time update)
Program 87 uses the Price Series Provider class to create a volume profile for timed periods that repeat after a user input number of minutes. The first period begins at the date specified in user input: FirstDate and user input: StartTime. The length of this period is determined by a user input: RepeatTime expressed in minutes. When this time elapses the volume profile is calculated and drawn. Data collection then starts for the next recurring period. This is repeated throughout the day. The profile is color coded between two user specified colors: HistColor1 and HistColor2. The colors are entered as strings (e.g "Cyan").
Having calculated the volume profile, Program87 then calculates at which price level most volume occurred during the previous period being analyzed. It plots three horizontal lines at the following levels:
The price high of the period being analyzed
The price low of the period being analyzed
The price at which the highest volume occurred during the PREVIOUS period analyzed
See more information here: https://markplex.com/easylanguage-programs/program-87-recurring-volume-profile/
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